+275.4%
ORCL vs RRC
+71.8%
+203.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +10.4% | +2.5% | +7.8% | +10.0% |
| 30D | -11.2% | +21.1% | -32.4% | -13.4% |
| 3M | -16.8% | +28.4% | -45.1% | -19.5% |
| 6M | -31.5% | +26.5% | -57.9% | -33.7% |
| YTD | -33.9% | +47.0% | -80.9% | -37.4% |
| 1Y | -43.3% | +35.2% | -78.4% | -45.7% |
| 3Y | +16.5% | +61.0% | -44.5% | +8.8% |
| 5Y | +45.4% | +133.6% | -88.2% | +26.7% |
| All | +275.4% | +71.8% | +203.6% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling